Locking your knees can be dangerous. You can pass out quickly and fall flat on your face, because you won't be conscious enough to use your arms to break your fall. This is why people in the military learn to stand "at ease" with their knees loose.

After the Prez reached behind himself and caught a woman who was passing out (click here to see that great move!) he told everyone to bend their knees and drink water, giving the crowd a "bio break" and succeeding in getting a group of hundreds of people bouncing to protect themselves!